+1,682.3%
NOK vs WFC
+3,069.8%
-1,387.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +7.0% |
| 7D | +7.3% | +1.1% | +6.2% | +6.8% |
| 30D | +13.8% | +0.8% | +13.0% | +13.3% |
| 3M | -27.0% | +9.3% | -36.3% | -29.4% |
| 6M | +37.6% | +10.6% | +27.0% | +32.0% |
| YTD | +64.6% | -4.1% | +68.7% | +65.8% |
| 1Y | +132.0% | +13.6% | +118.5% | +119.1% |
| 3Y | +183.7% | +130.7% | +52.9% | +100.3% |
| 5Y | +101.3% | +126.7% | -25.4% | +40.7% |
| 10Y | +122.4% | +132.1% | -9.8% | +41.7% |
| All | +1,682.3% | +3,069.8% | -1,387.5% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling